BB Options History — September 2024

In September 2024, BB traded between $2.25 and $2.60. ATM implied volatility averaged 60.9%, placing in the 11.3% IV rank vs the trailing year. The 30-day expected move averaged 17.6%. IV traded above realized volatility by 24.2% (HV 20d: 36.7%). Max pain ranged from $2.00 to $2.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.15.

Notable Days

  • 2024-09-26: Highest Volume — 91,731 contracts
  • 2024-09-27: Largest IV drop — 12.1% change
  • 2024-09-26: Highest IV Rank — 14.2%
  • 2024-09-26: Largest Expected Move — 25.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.41$2.25$2.60$2.25$2.60
Max Pain$2.23$2.00$2.50$2.50$2.00
ATM IV60.9%55.2%65.3%61.0%55.4%
Expected Move17.6%14.5%25.0%14.6%16.4%
HV 20d36.7%30.8%42.4%41.3%36.0%
HV 60d42.8%37.0%49.3%49.3%38.4%
IV Rank11.3%7.6%14.2%11.4%7.7%
IV Percentile59.5%30.6%75.0%61.9%31.0%
Term Structure-2.8%-26.7%5.8%-26.7%0.3%
VWIV60.1%39.8%91.6%39.8%56.7%
Skew 25d-8.8%-22.7%-1.2%-3.7%-12.5%
Skew 10d-9.6%-30.9%14.0%-18.0%-26.9%
Call IV 25d68.3%62.0%87.4%66.4%62.5%
Put IV 25d59.5%45.2%65.2%62.7%50.0%
Bid-Ask Spread %57.2337.7672.6737.7660.63
Gamma HHI0.450.310.680.370.39
Net GEX370.4K182.9K775.8K201.9K422.1K
Net DEX-8.9M-19.4M-4.7M-4.7M-14.9M
Net VEX-75.3K-83.1K-68.4K-68.8K-83.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.150.010.580.120.09
Total Volume20,004.74,36691,73117,50831,595
Total OI268,134.15217,247308,458265,387249,092

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-09-03$2.25$2.5061.0%14.6%41.3%11.4%39.8%-3.7%-26.7%201.9K-4.7M-68.8K0.1237.7615,6701,838219,99745,390
2024-09-04$2.27$2.5065.1%14.5%41.4%14.0%40.8%-2.9%-2.4%191.7K-5.8M-70.4K0.5839.723,4962,042231,00747,021
2024-09-05$2.29$2.5061.2%17.4%40.3%11.5%60.5%-13.6%-3.0%203.1K-5.7M-71.8K0.0956.087,058617232,69148,997
2024-09-06$2.25$2.5055.2%16.5%39.5%7.6%60.5%-7.4%5.8%182.9K-5.4M-71.5K0.0164.4814,251181236,17949,199
2024-09-09$2.34$2.5061.6%17.4%41.5%11.8%60.7%-3.4%0.6%242.2K-6.0M-71.9K0.0757.2613,849904210,65647,817
2024-09-10$2.41$2.5060.1%17.3%42.4%10.8%59.8%-1.2%0.3%429.9K-7.8M-74.9K0.0553.949,111420219,88748,173
2024-09-11$2.45$2.5061.6%17.5%38.6%11.8%61.9%-9.9%-1.8%579.1K-9.2M-78.4K0.1156.118,451944224,44548,512
2024-09-12$2.48$2.5058.8%16.8%37.5%10.0%61.5%-3.2%4.6%775.8K-10.8M-82.2K0.0963.9010,176955227,88849,196
2024-09-13$2.46$2.5061.1%17.1%35.5%11.5%57.7%-7.4%-0.9%414.2K-8.9M-78.1K0.1966.1912,5472,346230,09249,839
2024-09-16$2.42$2.0063.3%18.0%36.2%12.9%64.9%-10.3%-12.8%433.3K-7.4M-75.8K0.0666.6512,306727221,73048,352
2024-09-17$2.42$2.0061.7%17.6%34.1%11.8%61.0%-3.0%-4.0%482.5K-8.1M-74.4K0.1942.616,6851,254228,80948,970
2024-09-18$2.38$2.0061.1%17.5%34.6%11.4%59.9%-5.5%-3.6%482.5K-8.2M-73.9K0.0252.818,302158233,13548,548
2024-09-19$2.42$2.0059.5%17.1%34.6%10.4%55.2%-11.0%-1.1%523.3K-8.4M-73.8K0.3363.803,2951,071237,93348,501
2024-09-20$2.37$2.0061.6%18.0%32.7%11.8%59.0%-5.8%-2.1%208.7K-6.3M-68.4K0.2070.5212,5682,546239,18648,543
2024-09-23$2.44$2.0060.3%17.9%32.7%10.9%62.2%-7.3%2.7%269.6K-8.9M-75.2K0.1972.6718,5903,622178,98638,261
2024-09-24$2.46$2.0061.1%18.6%30.8%11.5%65.0%-22.7%-0.7%322.3K-10.2M-77.4K0.1267.4411,9081,416190,68340,790
2024-09-25$2.40$2.0064.9%19.7%32.1%13.9%68.4%-7.1%-2.6%315.2K-9.0M-72.0K0.1743.6711,3081,966197,56041,450
2024-09-26$2.52$2.0065.3%25.0%35.9%14.2%91.6%-22.6%-7.0%357.3K-13.4M-80.5K0.2353.1474,86716,864204,48942,221
2024-09-27$2.54$2.0057.4%16.3%35.6%9.0%54.2%-14.5%-0.6%369.9K-19.4M-82.5K0.1555.2464,5929,598253,72754,731
2024-09-30$2.60$2.0055.4%16.4%36.0%7.7%56.7%-12.5%0.3%422.1K-14.9M-83.1K0.0960.6329,0552,540207,69541,397